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58: ...prices in rough volatility models. We obtain weak error rates of order 1 if the test function is quadrati...
209: ...ations for continuous problems and how to control errors introduced by regularization methods. Extending ...
261: ...iods, our market models can lead to lower hedging errors than Black-Scholes delta-vega hedging, and are l...
320: ...ioned funds. The loss of growth due to estimation error in fund models under local frequentist estimation...
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